NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3540 |
1.3233 |
-0.0307 |
-2.3% |
1.3203 |
| High |
1.3540 |
1.3767 |
0.0227 |
1.7% |
1.3586 |
| Low |
1.3037 |
1.3091 |
0.0054 |
0.4% |
1.2509 |
| Close |
1.3115 |
1.3516 |
0.0401 |
3.1% |
1.3567 |
| Range |
0.0503 |
0.0676 |
0.0173 |
34.4% |
0.1077 |
| ATR |
0.0520 |
0.0531 |
0.0011 |
2.1% |
0.0000 |
| Volume |
1,189 |
728 |
-461 |
-38.8% |
8,876 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5486 |
1.5177 |
1.3888 |
|
| R3 |
1.4810 |
1.4501 |
1.3702 |
|
| R2 |
1.4134 |
1.4134 |
1.3640 |
|
| R1 |
1.3825 |
1.3825 |
1.3578 |
1.3980 |
| PP |
1.3458 |
1.3458 |
1.3458 |
1.3535 |
| S1 |
1.3149 |
1.3149 |
1.3454 |
1.3304 |
| S2 |
1.2782 |
1.2782 |
1.3392 |
|
| S3 |
1.2106 |
1.2473 |
1.3330 |
|
| S4 |
1.1430 |
1.1797 |
1.3144 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6452 |
1.6086 |
1.4159 |
|
| R3 |
1.5375 |
1.5009 |
1.3863 |
|
| R2 |
1.4298 |
1.4298 |
1.3764 |
|
| R1 |
1.3932 |
1.3932 |
1.3666 |
1.4115 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3312 |
| S1 |
1.2855 |
1.2855 |
1.3468 |
1.3038 |
| S2 |
1.2144 |
1.2144 |
1.3370 |
|
| S3 |
1.1067 |
1.1778 |
1.3271 |
|
| S4 |
0.9990 |
1.0701 |
1.2975 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6640 |
|
2.618 |
1.5537 |
|
1.618 |
1.4861 |
|
1.000 |
1.4443 |
|
0.618 |
1.4185 |
|
HIGH |
1.3767 |
|
0.618 |
1.3509 |
|
0.500 |
1.3429 |
|
0.382 |
1.3349 |
|
LOW |
1.3091 |
|
0.618 |
1.2673 |
|
1.000 |
1.2415 |
|
1.618 |
1.1997 |
|
2.618 |
1.1321 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3487 |
1.3543 |
| PP |
1.3458 |
1.3534 |
| S1 |
1.3429 |
1.3525 |
|